-71.7%
ADBG vs SPY
+38.6%
-110.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.5% |
| 7D | -10.9% | -0.8% | -10.1% | -9.9% |
| 30D | -7.9% | -1.1% | -6.9% | -6.3% |
| 3M | +20.8% | +3.9% | +16.9% | +14.7% |
| 6M | -29.6% | +13.6% | -43.2% | -41.8% |
| YTD | -59.1% | +12.7% | -71.8% | -65.7% |
| 1Y | -61.8% | +17.5% | -79.3% | -70.1% |
| All | -71.7% | +38.6% | -110.3% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling